+23.4%
REGN vs NUE
+146.6%
-123.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.0% | -1.8% |
| 7D | -5.6% | -0.6% | -5.0% | -5.5% |
| 30D | -2.0% | -4.6% | +2.6% | -1.2% |
| 3M | +28.0% | -0.3% | +28.3% | +27.7% |
| 6M | +1.2% | +51.9% | -50.7% | -7.0% |
| YTD | +1.6% | +60.0% | -58.3% | -7.6% |
| 1Y | +38.2% | +82.9% | -44.6% | +22.4% |
| 3Y | -5.4% | +66.0% | -71.3% | -16.7% |
| All | +23.4% | +146.6% | -123.2% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NUE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling